更新時間: 2025年2月14日 PM 6:10:55
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/12/24 22.330% 20041.42 17.779% 19.166% +3.164% 19.166% +3.164%
31/12/24 22.350% 20059.95 17.664% 18.728% +3.622% 22.881% -0.531%
02/01/25 22.590% 19623.32 19.117% 18.554% +4.036% 22.364% +0.226%
03/01/25 22.240% 19760.27 18.694% 18.263% +3.977% 21.863% +0.377%
06/01/25 22.280% 19688.29 18.726% 18.396% +3.884% 21.569% +0.711%
07/01/25 23.240% 19447.58 19.105% 18.661% +4.579% 21.727% +1.513%
08/01/25 23.160% 19279.84 18.202% 18.769% +4.391% 21.698% +1.462%
09/01/25 22.780% 19240.89 15.325% 18.010% +4.770% 20.673% +2.107%
10/01/25 22.800% 19064.29 15.317% 17.335% +5.465% 19.756% +3.044%
13/01/25 23.460% 18874.14 15.200% 16.630% +6.830% 18.542% +4.918%
14/01/25 24.140% 19219.78 16.650% 16.139% +8.001% 17.862% +6.278%
15/01/25 23.460% 19286.07 14.664% 15.431% +8.029% 16.952% +6.508%
16/01/25 22.470% 19522.89 15.006% 15.367% +7.103% 16.756% +5.714%
17/01/25 22.470% 19584.06 14.953% 15.294% +7.176% 16.551% +5.919%
20/01/25 24.260% 19925.81 15.928% 15.440% +8.820% 16.328% +7.932%
21/01/25 24.500% 20106.55 16.049% 15.320% +9.180% 16.075% +8.425%
22/01/25 21.860% 19778.77 17.095% 15.806% +6.054% 16.455% +5.405%
23/01/25 21.550% 19700.56 16.990% 16.203% +5.347% 16.735% +4.815%
24/01/25 22.390% 20066.19 17.997% 16.812% +5.578% 17.226% +5.164%
27/01/25 24.240% 20197.77 18.129% 17.252% +6.988% 17.252% +6.988%
28/01/25 24.590% 20225.11 18.070% 17.656% +6.934% 22.007% +2.583%
03/02/25 25.940% 20217.26 18.070% 17.851% +8.089% 21.370% +4.570%
04/02/25 27.520% 20789.96 18.548% 18.163% +9.357% 21.594% +5.926%
05/02/25 26.030% 20597.09 18.833% 18.330% +7.700% 21.642% +4.388%
06/02/25 25.180% 20891.62 19.222% 18.549% +6.631% 21.748% +3.432%
07/02/25 25.580% 21133.54 18.915% 18.718% +6.862% 21.793% +3.787%
10/02/25 26.930% 21521.98 19.290% 18.962% +7.968% 21.610% +5.320%
11/02/25 25.480% 21294.86 20.099% 19.272% +6.208% 21.805% +3.675%
12/02/25 26.860% 21857.92 21.152% 19.736% +7.124% 22.167% +4.693%
13/02/25 27.490% 21814.37 21.274% 20.146% +7.344% 22.463% +5.027%
14/02/25 29.540% 22620.33 22.305% 20.824% +8.716% 23.048% +6.492%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/12/24 25.300% 7280.48 19.879% 21.401% +3.899% 21.401% +3.899%
31/12/24 25.090% 7289.89 19.766% 20.932% +4.158% 25.574% -0.484%
02/01/25 25.350% 7090.56 21.860% 20.851% +4.499% 25.133% +0.217%
03/01/25 25.140% 7159.28 21.653% 20.684% +4.456% 24.761% +0.379%
06/01/25 25.280% 7135.48 21.652% 20.962% +4.318% 24.578% +0.702%
07/01/25 26.380% 7049.71 21.984% 21.383% +4.997% 24.896% +1.484%
08/01/25 26.120% 6990.65 20.996% 21.629% +4.491% 25.004% +1.116%
09/01/25 25.760% 6978.97 17.802% 20.818% +4.942% 23.895% +1.865%
10/01/25 25.980% 6898.15 17.809% 20.049% +5.931% 22.848% +3.132%
13/01/25 26.710% 6843.71 17.629% 19.244% +7.466% 21.457% +5.253%
14/01/25 27.370% 6987.36 19.016% 18.651% +8.719% 20.642% +6.728%
15/01/25 26.960% 7011.60 16.769% 17.805% +9.155% 19.560% +7.400%
16/01/25 25.840% 7098.76 17.127% 17.670% +8.170% 19.267% +6.573%
17/01/25 25.880% 7108.81 17.074% 17.523% +8.357% 18.963% +6.917%
20/01/25 27.620% 7235.71 17.824% 17.562% +10.058% 18.572% +9.048%
21/01/25 27.280% 7320.88 18.141% 17.387% +9.893% 18.244% +9.036%
22/01/25 24.670% 7177.14 19.501% 17.934% +6.736% 18.670% +6.000%
23/01/25 24.260% 7164.22 19.332% 18.375% +5.885% 18.978% +5.282%
24/01/25 24.640% 7312.16 20.413% 19.042% +5.598% 19.512% +5.128%
27/01/25 26.880% 7382.81 20.665% 19.610% +7.270% 19.610% +7.270%
28/01/25 27.460% 7382.13 20.557% 20.093% +7.367% 25.045% +2.415%
03/02/25 28.830% 7384.11 20.553% 20.304% +8.526% 24.306% +4.524%
04/02/25 30.710% 7643.63 21.012% 20.640% +10.070% 24.539% +6.171%
05/02/25 29.190% 7566.27 21.276% 20.813% +8.377% 24.573% +4.617%
06/02/25 28.870% 7690.35 21.709% 21.021% +7.849% 24.647% +4.223%
07/02/25 29.250% 7784.07 21.404% 21.191% +8.059% 24.672% +4.578%
10/02/25 30.790% 7946.81 21.853% 21.451% +9.339% 24.446% +6.344%
11/02/25 29.450% 7842.72 22.901% 21.829% +7.621% 24.697% +4.753%
12/02/25 30.630% 8058.08 23.727% 22.319% +8.311% 25.069% +5.561%
13/02/25 31.340% 8002.63 24.246% 22.826% +8.514% 25.451% +5.889%
14/02/25 33.820% 8331.40 25.408% 23.627% +10.193% 26.150% +7.670%